Best CQF Institute Podcasts (2024)

1
Trading Particles for Portfolios: The Emanuel Derman Story 46:22

10d ago46:22

46:22

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Emanuel Derman. They explore Derman's transition from physics to finance, his influential work on financial models like Black-Derman-Toy and Derman-Kani, and his collaboration with Fisher Black. Derman also gives insight into the integration of science and finance, and shares a sne…

1
Raising the Stakes: Aaron Brown on Probability in Finance and Poker 1:01:06

3M ago1:01:06

1:01:06

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understanding of probability and risk is essential in both fields. Brown also shares his career journey, the evolu…

1
2023 in Focus with Dr. Paul Wilmott: AI & Beyond 26:48

6M ago26:48

26:48

In this episode of the QuantSpeak podcast, Dan Tudball is joined by CQF Program Founder, Dr. Paul Wilmott, for a 2023 round-up. Delve into the latest AI advancements, quantum computing thoughts, and Dr. Wilmott's new mission to make quant finance accessible to teens. Plus, discover which quant Dr. Wilmott would pick as a desert island companion.…

1
Quantum Solutions: Envisioning the Next Era of Finance 33:32

8M ago33:32

33:32

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Araceli Venegas-Gomez. Araceli discusses the ways in which quantum computing could affect the future of the finance industry, how different industries are starting to adopt quantum methods, and her own career path from aeronautical engineering into quant finance.…

1
Capital Valuation Adjustments 23:43

9M ago23:43

23:43

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Matthias Arnsdorf. Matthias discusses capital valuation adjustments and the challenges they face in the current economic climate, the importance of communication skills as a quant, and more.By CQF Institute

1
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies 1:03:51

1y ago1:03:51

1:03:51

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Dr. Jörg Kienitz, from Acadia. Jörg discusses the topic of his upcoming talk at the Black-Scholes 50th Anniversary Conference, the role that Open Source Software played in his recent paper, the importance of C++, and more.By CQF Institute

1
Vicarious Risk and the AI Revolution 1:08:47

1y ago1:08:47

1:08:47

QuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and if the finance industry is fully sold on AI.By CQF Institute

1
Developments and Applications in (explainable) ML in Portfolio Management 32:50

1+ y ago32:50

32:50

In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference. Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the co…

1
ESG and Shareholder Value 35:02

1+ y ago35:02

35:02

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Professor Aaron Yoon of the Kellogg School of Management, Northwestern University. Aaron discusses how he first became interested in the ESG space, his philosophy on stock price and shareholder value, and why he decided to choose a career in academia.…

1
Machine Learning in Systematic Futures Allocation 46:23

1+ y ago46:23

46:23

In the first QuantSpeak episode of 2023, Dan Tudball is joined by Tony Guida, Co-Head of Systematic Macro at RAM AI. Tony discusses the role of research in quantitative investment, the current debates in the quant community including p-hacking and the importance of peer-reviewing, and where his excitement for quant finance first came from.…

1
Tell me, what exactly is diversification and how do we evaluate it? 44:31

1+ y ago44:31

44:31

QuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers, Head of Asset Allocation at Barclays. Jean-Paul discusses diversification measures, dimensions, the considerations to make when building portfolio allocations, and what led him to a career in quant finance.By CQF Institute

1
ESG: "Emergence of the Sustainability Linked Bonds” - Friend or Foe to Sustainability? 21:18

1+ y ago21:18

21:18

QuantSpeak host, Dan Tudball, is joined by Diana Ouamar, Managing Director of Rima Consulting Limited, to discuss if traditional risk management approaches are still relevant for managing climate risk, the emergence of new sustainability finance products and the major challenges with sustainability linked bonds.…

1
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning 34:43

2y ago34:43

34:43

QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, 'Smiling in Action', and the exciting advancements happening in machine learning.By CQF Institute

1
Quantitative Finance: Corporate Finance and Investments, Then and Now 46:46

2y ago46:46

46:46

QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant finance professionals.By CQF Institute

1
Tails, Black Swans and Optimal Portfolios 40:23

2y ago40:23

40:23

QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.By CQF Institute

1
Deep Reinforcement Learning for Asset Allocation in US Equities 26:17

2y ago26:17

26:17

QuantSpeak host, Dan Tudball, is joined by Sonam Srivastava, Founder of Wright Research, to discuss the application of reinforcement learning within asset allocation, the results of her recent research, and her career journey as a quant.By CQF Institute

1
Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies 26:18

2y ago26:18

26:18

QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning,…

1
Philosophy in Quantitative Finance 38:51

2+ y ago38:51

38:51

QuantSpeak host, Dan Tudball, is joined by Elie Ayache, CEO and Co-Founder of ITO 33, to discuss the place of philosophical thinking in the context of quantitative finance, his early career beginnings and his first encounter with Quantum Mechanics.By CQF Institute

1
Explosive Volatility: Hidden Risks and 'Zombified' Markets 42:12

2+ y ago42:12

42:12

QuantSpeak host, Dan Tudball, is joined by Dr. Hari P. Krishnan, Head of Volatility Strategies at SCT Capital Management, to discuss why he came to the conclusion that the financial markets were 'zombified', agent-based risks, the moments in his career that had the most impact, and his advice to professionals starting their career in quant finance.…

1
Discontinuities and Dualities in Quant Finance 29:39

2+ y ago29:39

29:39

QuantSpeak host, Dan Tudball is joined by Dr. Laura Ballotta to discuss the initial challenges of trying to bring financial risk and insurance risk together and the massive opportunities for cross-pollination between both fields in the post-pandemic markets.By CQF Institute / Laura Ballotta

1
Anticipating the Quant Insights Conference 40:20

2+ y ago40:20

40:20

Ahead of the Quant Insights Conference on 27th & 28th October 2021, QuantSpeak host, Dan Tudball is joined by Grant Fuller, CEO of Irithmics, to discuss the exciting lineup for the event, the conference talk topics, Grant's admiration for conference speaker, Robert Litterman, and Grant's own career path through quant finance.…

1
How can Quants Engage with Deep Learning? 42:20

2+ y ago42:20

42:20

QuantSpeak host, Dan Tudball, is joined by NVIDIA's Tim Wood and John Ashley to discuss deep learning in finance and how quants can engage with these artificial neural networks.By CQF Institute / Tim Wood and John Ashley

1
Navigating New Waters of Extreme Change in Quant Finance 35:45

2+ y ago35:45

35:45

With the pace of change in financial markets becoming more rapid, QuantSpeak is joined by Dr. Misha Fomytskyi, Co-Founder of Vola Dynamics, to discuss his journey into quant finance, lessons learned from the previous 'new world' of 2008, and why quants should be focusing on Machine Learning over the next 5 years.…

1
'Spooky' Quantum Ideas in Finance 33:22

2+ y ago33:22

33:22

QuantSpeak host, Dan Tudball is joined by author, David Orrell, to discuss why quantum ideas are appropriate mathematical frameworks for finance (not just physics) and why these ideas are becoming more tractable to quant finance practitioners.By CQF Institute / David Orrell

1
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses? 42:33

2+ y ago42:33

42:33

QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.By CQF Institute / Natalie Packham

1
Introducing QuantSpeak 0:59

2+ y ago0:59

0:59

Dr. Randeep Gug, Managing Director of the CQF Institute, introduces QuantSpeak – the new podcast from the CQF Institute. Expect key insights from finance practitioners to help you stay competitive in the rapidly evolving quant finance landscape.By Dr. Randeep Gug

Podcasts Worth a Listen

CQF Institute Podcasts

Podcasts Worth a Listen

1
QuantSpeak

CQF Institute

1
Trading Particles for Portfolios: The Emanuel Derman Story 46:22

1
Raising the Stakes: Aaron Brown on Probability in Finance and Poker 1:01:06

1
2023 in Focus with Dr. Paul Wilmott: AI & Beyond 26:48

1
Quantum Solutions: Envisioning the Next Era of Finance 33:32

1
Capital Valuation Adjustments 23:43

1
Black-Scholes and Beyond: Exploring Machine Learning and Hedging Strategies 1:03:51

1
Vicarious Risk and the AI Revolution 1:08:47

1
Developments and Applications in (explainable) ML in Portfolio Management 32:50

1
ESG and Shareholder Value 35:02

1
Machine Learning in Systematic Futures Allocation 46:23

1
Tell me, what exactly is diversification and how do we evaluate it? 44:31

1
ESG: "Emergence of the Sustainability Linked Bonds” - Friend or Foe to Sustainability? 21:18

1
Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning 34:43

1
Quantitative Finance: Corporate Finance and Investments, Then and Now 46:46

1
Tails, Black Swans and Optimal Portfolios 40:23

1
Deep Reinforcement Learning for Asset Allocation in US Equities 26:17

1
Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies 26:18

1
Philosophy in Quantitative Finance 38:51

1
Explosive Volatility: Hidden Risks and 'Zombified' Markets 42:12

1
Discontinuities and Dualities in Quant Finance 29:39

1
Anticipating the Quant Insights Conference 40:20

1
How can Quants Engage with Deep Learning? 42:20

1
Navigating New Waters of Extreme Change in Quant Finance 35:45

1
'Spooky' Quantum Ideas in Finance 33:22

1
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses? 42:33

1
Introducing QuantSpeak 0:59

Quick Reference Guide